----------------------------------------------------------------------- Announcement of talks organised by FAM @ TU Wien ----------------------------------------------------------------------- Tu, 14.06.2011, 16:30, seminar room 107 1040 Wien, Wiedner Hauptstr. 8, Freihaus, 6th floor, green section Blackboard Discussion on the Abstract Fundamentals of Financial and Actuarial Mathematics Theme: Discussion of the Borel-Cantelli lemma. Please find the details here: http://www.fam.tuwien.ac.at/events/Blackboard_Discussion.pdf ----------------------------------------------------------------------- Furthermore we announce talks at other universities ----------------------------------------------------------------------- Two-Day-Event within the "Special Year on Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives" (http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm) Registration: ^^^^^^^^^^^^^ To register please write an email to: Peter Laurence <laurenceWPI(a)gmail.com> Location: ^^^^^^^^^ Wolfgang Pauli Institut / University of Vienna: 1090 Wien, Nordbergstrasse 15, 7th floor, seminar room C 714 Th, 16.06.2011, 10:00-12:30 Antoine Jacquier (TU Berlin) http://www.math.tu-berlin.de/~jacquier/ "Asymptotics in Finance" Th, 16.06.2011, 14:30-16:30 Christian Bayer (University of Vienna) http://www.mat.univie.ac.at/~bayerc2/ "Computational Finance" Fr, 17.06.2011, 10:00-12:30 Christoph Reisinger (University of Oxford) http://people.maths.ox.ac.uk/reisinge/ "HJB equations and their numerical treatment" (part I) Fr, 17.06.2011, 14:00-16:00 Christoph Reisinger (University of Oxford) http://people.maths.ox.ac.uk/reisinge/ "HJB equations and their numerical treatment" (part II) Fr, 17.06.2011, 16:30-18:30 Christian Bayer (University of Vienna) http://www.mat.univie.ac.at/~bayerc2/ "Computational Finance" (part II) The previously announced mini-course by Peter A. Forsyth (University of Waterloo) has undergone major changes. Professor Forsyth had to cancel due to an injury last friday. The organiseres managed to put together however an excellent new program: same days, slightly different times. Due to the unforseen circumstances and enlarged scope of the conference the organisers are accepting, even at this late stage, new registrations. To register write an email to: Peter Laurence <laurenceWPI(a)gmail.com> ----------------------------------------------------------------------- Recruitment talks: professorship Mathematics and Finance @ Univ. Wien ----------------------------------------------------------------------- For all details including abstracts see http://www.fam.tuwien.ac.at/events/abstracts/201106_MathFinance.pdf (We, 01.06.2011, 14:00, Kostas Kardaras) (Fr, 10.06.2011, 08:30, Umut Cetin) Fr, 17.06.2011, 14:00, Joachim Grammig We, 22.06.2011, 14:00, Miklos Rasonyi We, 22.06.2011, 16:30, Robert Stelzer Fr, 24.06.2011, 14:00, Nikolaus Hautsch Seminar rooom of the Department for Statistics and OR, 3rd floor University of Vienna, Universitätsstr. 5, 1010 Wien. -----------------------------------------------------------------------